-14.4%
SMR vs FIS
-54.2%
+39.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.8% | -15.7% |
| 7D | -11.2% | -7.9% | -3.3% | -9.3% |
| 30D | -10.2% | -8.0% | -2.3% | -8.3% |
| 3M | -10.0% | +0.6% | -10.6% | -12.0% |
| 6M | -30.5% | -22.2% | -8.2% | -25.4% |
| YTD | -39.2% | -40.8% | +1.5% | -28.3% |
| 1Y | -75.5% | -41.5% | -34.0% | -71.2% |
| 3Y | +45.4% | -25.5% | +70.9% | +60.2% |
| All | -14.4% | -54.2% | +39.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling